MATH 110B LEC A: OPTIMIZATION II (44975)
Meeting Information |
Instructor Information |
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Textbook Links to an external site.
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An Introduction to Optimization (4th edition) Links to an external site.by Chong, Edwin KP and Zak, Stanislaw H
- Main reference: Numerical Optimization (electronic version) by J. Nocedal and S. Wright.
Main Topics
- Neural Network and Stochastic Gradient Descent Methods (Ch 13)
- Global Search Algorithms (Ch 14)
- Problem with Equality Constraints (Ch 20)
- Problem with Inequality Constraints (Ch 21)
- Convex Optimization Problems (Ch 22)
- Algorithms for Constrained Optimization (Ch 23)
- Introduction to Linear Programming (Ch 15)
- Simplex Method (Ch 16)
Homework and Exams
- 5 homework
- 3 projects
- 1 mid exam (Feb 10, Monday 9:00 - 9:50)
- 1 final exam (Mar 18, Wednesday 8:00 - 10:00 )
Mid-exam: 20%; Final Exam: 35%; Homework and Project: 45%.
Course Summary:
Date | Details | Due |
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Mon Jan 6, 2020 | Calendar Event Lec 1: Introduction to DNN | 9am to 9:50am |
Wed Jan 8, 2020 | Calendar Event Lec 2: SGD | 9am to 9:50am |
Fri Jan 10, 2020 | Calendar Event Lec 3: Back propagation and MNIST | 9:30am to 9:50am |
Mon Jan 13, 2020 | Calendar Event Lec 4: CNN | 9am to 9:50am |
Wed Jan 15, 2020 | Calendar Event Lec 5: Nelder-Mead simplex algorithm | 9am to 9:50am |
Fri Jan 17, 2020 | Calendar Event Lec 6: N-M simplex, Simulated annealing | 9am to 9:50am |
Mon Jan 20, 2020 | Calendar Event Holiday: no class | 12am |
Wed Jan 22, 2020 | Calendar Event Lec 7: Simulated annealing and Genetic algorithm | 9am to 9:50am |
Assignment Project 1: FNN FOR MNIST | due by 11:59pm | |
Fri Jan 24, 2020 | Calendar Event Lec 8: Genetic algorithm | 9am to 9:50am |
Mon Jan 27, 2020 | Calendar Event Lec 9: Lagrange condition | 9am to 9:50am |
Wed Jan 29, 2020 | Calendar Event Lec 10: Tangent space and Normal space | 9am to 9:50am |
Fri Jan 31, 2020 | Calendar Event Lec 11: Lagrange condition for m>1 | 9am to 9:50am |
Mon Feb 3, 2020 | Calendar Event Lec 12: Examples | 9am to 9:50am |
Wed Feb 5, 2020 | Calendar Event Lec 13: Inequality constraint | 9am to 9:50am |
Thu Feb 6, 2020 | Assignment Project 2 | due by 11:59pm |
Fri Feb 7, 2020 | Calendar Event Lec 14: Review | 9am to 9:50am |
Mon Feb 10, 2020 | Calendar Event Mid Exam | 9am to 9:50am |
Assignment Homework 1 | due by 11:59pm | |
Assignment Midterm | due by 11:59pm | |
Wed Feb 12, 2020 | Calendar Event Lec 15: KKT condition | 9am to 9:50am |
Fri Feb 14, 2020 | Calendar Event Lec 16: Examples | 9am to 9:50am |
Mon Feb 17, 2020 | Calendar Event Holiday: no class | 12am |
Wed Feb 19, 2020 | Calendar Event Lec 17: Convex functions | 9am to 9:50am |
Thu Feb 20, 2020 | Assignment Homework 2 | due by 11:59pm |
Fri Feb 21, 2020 | Calendar Event Lec 18: equivalence of convexity | 9am to 9:50am |
Mon Feb 24, 2020 | Calendar Event Lec 19: Convex optimization | 9am to 9:50am |
Wed Feb 26, 2020 | Calendar Event Lec 20: Convexity + FONC | 9am to 9:50am |
Thu Feb 27, 2020 | Assignment Homework 3 | due by 9am |
Fri Feb 28, 2020 | Calendar Event Lec 21: Projected gradient method | 9am to 9:50am |
Mon Mar 2, 2020 | Calendar Event Lec 22: Methods for constrained optimization | 9am to 9:50am |
Wed Mar 4, 2020 | Calendar Event Lec 23 | 9am to 9:50am |
Fri Mar 6, 2020 | Calendar Event Lec 24 | 9am to 9:50am |
Mon Mar 9, 2020 | Calendar Event Lec 25: Introduction to LP | 9am to 9:50am |
Wed Mar 11, 2020 | Calendar Event Lec 26: Simplex Method | 9am to 9:50am |
Fri Mar 13, 2020 | Calendar Event Lec 27: Revised simplex method | 9am to 9:50am |
Sat Mar 14, 2020 | Assignment Homework 4 | due by 11:59pm |
Wed Mar 18, 2020 | Calendar Event Final Exam | 12am |
Sun Mar 22, 2020 | Assignment Project 3 (Final Project) | due by 11:59pm |
Assignment Curved grade |